An adaptive sizing BFGS method for unconstrained optimization

DOI10.1007/S10092-014-0115-YMaRDI QIDQ2355301zbMATH OpenOpenAlexFDO

Authors Hao Liu, Jianfeng Shao, Baoxian Chang, Hai-Jun Wang

Publication date 22 July 2015

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10092-014-0115-y

zbMATH Keywords

adaptive methodconvergencenumerical resultquasi-Newton methodsscalingsecant equationssizing Broyden-Fletcher-Goldfarb-Shanno (BFGS) methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

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• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• scientific article; zbMATH DE number 766480 (Why is no real title available?)
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• Sizing the BFGS and DFP updates: Numerical study

Cited in

(6)

• Sizing the BFGS and DFP updates: Numerical study
• A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• Adaptive scaling damped BFGS method without gradient Lipschitz continuity
• An efficient step size for BFGS
• On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates
• An adaptive scaled BFGS method for unconstrained optimization

Describes a project that uses

Uses Software

• CUTEr
• CUTE

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